The existence of moments of first downward passage times of a spectrally negative Lévy process is governed by the general dynamics of the Lévy process, i.e. whether it is drifting to $+\infty$ , $-\infty$ , or oscillating. Whenever the Lévy process drifts to $+\infty$ , we prove that the $\kappa$ th moment of the first passage time (conditioned to be finite) exists if and only if the $(\kappa+1)$ th moment of the Lévy jump measure exists. This generalizes a result shown earlier by Delbaen for Cramér–Lundberg risk processes. Whenever the Lévy process drifts to $-\infty$ , we prove that all moments of the first passage time exist, while for an oscillating Lévy process we derive conditions for non-existence of the moments, and in particular we show that no integer moments exist.

In this work, we introduce a mathematical model for the theory of generalized thermoelasticity with fractional heat conduction equation. The presented model will be applied to an infinitely long hollow cylinder whose inner surface is traction free and subjected to a thermal and mechanical shocks, while the external surface is traction free and subjected to a constant heat flux. Some theories of thermoelasticity can extracted as limited cases from our model. Laplace transform methods are utilized to solve the problem and the inverse of the Laplace transform is done numerically using the Fourier expansion techniques. The results for the temperature, the thermal stresses and the displacement components are illustrated graphically for various values of fractional order parameter. Moreover, some particular cases of interest have also been discussed.

FastSLAM 2.0 is a popular framework which uses a Rao-Blackwellized particle filter to solve the simultaneous localization and mapping problem. The sampling process is one of the most important phases in the FastSLAM 2.0 framework. Its estimation accuracy depends heavily on a correct prior knowledge about the control and observation noise statistics (the covariance matrices Q and R). Without the correct prior knowledge about these matrices, the estimation accuracy of the robot path and landmark positions may degrade seriously. However in many applications, the prior knowledge is unknown, or these noises are non-stationary. In this paper, these covariance matrices are supposed to be dynamic and denoted as Qt and Rt. Since there are noises, time-adjacent observations are inconsistent with each other. This inconsistency can reflect the real value of the covariance matrices. By the inconsistency, an extra step is introduced to the FastSLAM 2.0 framework. This step makes Qt and Rt match with their real value by using a particle swarm optimization method based on fractional calculus and alpha stable distribution (FC&ASD-PSO). Both simulation and experimental results show that the proposed algorithm improves the accuracy by the more accurate estimation on the noise covariance matrices.

This paper presents an analysis of unsteady flow of incompressible fractional Maxwell fluid filled in the annular region between two infinite coaxial circular cylinders. The fluid motion is created by the inner cylinder that applies a longitudinal time-dependent shear stress and the outer cylinder that is moving at a constant velocity. The velocity field and shear stress are determined using the Laplace and finite Hankel transforms. Obtained solutions are presented in terms of the generalized G and R functions. We also obtain the solutions for ordinary Maxwell fluid and Newtonian fluid as special cases of generalized solutions. The influence of different parameters on the velocity field and shear stress are also presented using graphical illustration. Finally, a comparison is drawn between motions of fractional Maxwell fluid, ordinary Maxwell fluid and Newtonian fluid.

The steady-state response to periodic excitation in the linear fractional vibration system was considered by using the fractional derivative operator . First we investigated the response to the harmonic excitation in the form of complex exponential function. The amplitude-frequency relation and phase-frequency relation were derived. The effect of the fractional derivative term on the stiffness and damping was discussed. For the case of periodic excitation, we decompose the periodic excitation into a superposition of harmonic excitations by using the Fourier series, and then utilize the results for harmonic excitations and the principle of superposition, where our adopted tactics avoid appearing a fractional power of negative numbers to overcome the difficulty in fractional case. Finally we demonstrate the proposed method by three numerical examples.

A fractional model generalized from the Zener model is proposed for the prediction of temperature-dependent free recovery behaviors of amorphous shape memory polymers (SMPs). This model differs from the Zener model in that it involves nonlinear differential equations of fractional, not integer, order. The theoretical solution based on this fractional model is utilized to simulate the isothermal and nonisothermal free recovery of an amorphous SMP compared with the one based on the Zener model. The results show a reasonable improvement in the prediction of the strain recovery response of SMP by the fractional calculus method.

Constitutive models based on fractional calculus are utilized to investigate the viscoelastic response of thermally activated shape memory polymers (SMPs). Fractional calculus-based viscoelastic equations are fitted to experimental data existing in literature compared with traditional viscoelastic models. In addition, a fractional rheology model is applied to simulate the isothermal recovery of an amorphous SMP. The fit results show a significant improvement in the description of the strain recovery response of SMP by the fractional calculus method.

It is known that the design problem of water distribution networks (WDNs) is an NP-hard combinatorial problem which cannot be easily solved using traditional mathematical numerical methods. On the other hand, fractional calculus, which is a generalization of the classical integer-order calculus, involves some interesting features such as having memory of past events. Based on the concept of fractional calculus, this paper proposes the use of a new version of heuristic shuffled frog leaping (SFL) algorithm for solving the optimal design problem of WDNs. In order to increase the convergence speed of the original SFL algorithm, a history of past events is added to the SFL updating formula. Moreover, some memeplexes of the original SFL method are altered to increase the diversification property of the SFL which helps the algorithm to avoid trapping in local optima. The new version of the SFL algorithm is called fractional succedaneum momentum shuffled frog leaping (FSSFL) method. The proposed FSSFL is applied for designing WDNs. Four illustrative and examples are presented to show the efficiency and superiority of the introduced FSSFL compared to the other well-known heuristic algorithms.

A new mathematical model of magnetohydrodynamic (MHD) theory has been constructed in the context of a new consideration of heat conduction with a time-fractional derivative of order 0 < α ≤ 1 and a time-fractional integral of order 0 < γ ≤ 2. This model is applied to one-dimensional problems for a thermoelectric viscoelastic fluid flow in the absence or presence of heat sources. Laplace transforms and state-space techniques will be used to obtain the general solution for any set of boundary conditions. According to the numerical results and its graphs, conclusion about the new theory has been constructed. Some comparisons have been shown in figures to estimate the effects of the fractional order parameters on all the studied fields.

In this paper, we develop an accurate and efficient Legendre wavelets method for numerical solution of the well known time-fractional telegraph equation. In the proposed method we have employed both of the operational matrices of fractional integration and differentiation to get numerical solution of the time-telegraph equation. The power of this manageable method is confirmed. Moreover the use of Legendre wavelet is found to be accurate, simple and fast.

We analyse some fundamental problems of linear elasticity in one-dimensional (1D) continua where the material points of the medium interact in a self-similar manner. This continuum with ‘self-similar’ elastic properties is obtained as the continuum limit of a linear chain with self-similar harmonic interactions (harmonic springs) which was introduced in [19] and (Michelitsch T.M. (2011) The self-similar field and its application to a diffusion problem. J. Phys. A Math. Theor.44, 465206). We deduce a continuous field approach where the self-similar elasticity is reflected by self-similar Laplacian-generating equations of motion which are spatially non-local convolutions with power-function kernels (fractional integrals). We obtain closed-form expressions for the static displacement Green's function due to a unit δ-force. In the dynamic framework we derive the solution of the Cauchy problem and the retarded Green's function. We deduce the distributions of a self-similar variant of diffusion problem with Lévi-stable distributions as solutions with infinite mean fluctuations. In both dynamic cases we obtain a hierarchy of solutions for the self-similar Poisson's equation, which we call ‘self-similar potentials’. These non-local singular potentials are in a sense self-similar analogues to Newtonian potentials and to the 1D Dirac's δ-function. The approach can be a point of departure for a theory of self-similar elasticity in 2D and 3D and for other field theories (e.g. in electrodynamics) of systems with scale invariant interactions.

Let $T$ be a sectorial operator. It is known that the existence of a bounded (suitably scaled) ${{H}^{\infty }}$ calculus for $T$, on every sector containing the positive half-line, is equivalent to the existence of a bounded functional calculus on the Besov algebra $\Lambda _{\infty ,1}^{\alpha }({{\mathbb{R}}^{+}})$. Such an algebra includes functions defined byMikhlin-type conditions and so the Besov calculus can be seen as a result on multipliers for $T$. In this paper, we use fractional derivation to analyse in detail the relationship between $\Lambda _{\infty ,1}^{\alpha }$ and Banach algebras of Mikhlin-type. As a result, we obtain a new version of the quoted equivalence.

This paper describes a simulation model for a multi-legged locomotion system with joints at the legs having viscous friction, flexibility and backlash. For that objective the robot prescribed motion is characterized in terms of several locomotion variables. Moreover, the robot body is divided into several segments in order to emulate the behaviour of an animal spine. The foot-ground interaction is modelled through a non-linear spring-dashpot system whose parameters are extracted from the studies on soil mechanics. To conclude, the performance of the developed simulation model is evaluated through a set of experiments while the robot leg joints are controlled using fractional order algorithms.

The authors begin by presenting a brief survey of the various useful methods of solving certain integral equations of Fredholm type. In particular, they apply the reduction techniques with a view to inverting a class of generalized hypergeometric integral transforms. This is observed to lead to an interesting generalization of the work of E. R. Love [9]. The Mellin transform technique for solving a general Fredholm type integral equation with the familiar H-function in the kernel is also considered.